+79.4%
AME vs DUOL
+9.2%
+70.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.7% |
| 7D | +0.6% | +5.1% | -4.5% | +0.3% |
| 30D | -6.7% | +14.1% | -20.8% | -7.5% |
| 3M | +4.1% | +41.5% | -37.4% | +1.5% |
| 6M | +1.6% | +60.6% | -59.0% | -2.1% |
| YTD | +16.1% | -12.0% | +28.1% | +16.6% |
| 1Y | +27.3% | -43.4% | +70.7% | +31.4% |
| 3Y | +50.9% | +3.7% | +47.1% | +45.7% |
| 5Y | +81.4% | -5.3% | +86.6% | +66.3% |
| All | +79.4% | +9.2% | +70.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling